ARSMX vs. MXLSX
Compare and contrast key facts about AMG River Road Small-Mid Cap Value Fund (ARSMX) and Great-West Small Cap Value Fund (MXLSX).
ARSMX is managed by AMG. It was launched on Mar 29, 2007. MXLSX is managed by Great-West. It was launched on Nov 1, 1994.
Performance
ARSMX vs. MXLSX - Performance Comparison
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Returns By Period
In the year-to-date period, ARSMX achieves a -0.84% return, which is significantly lower than MXLSX's 4.60% return. Over the past 10 years, ARSMX has outperformed MXLSX with an annualized return of 9.66%, while MXLSX has yielded a comparatively lower 8.58% annualized return.
ARSMX
- 1D
- 0.64%
- 1M
- -2.88%
- YTD
- -0.84%
- 6M
- -4.93%
- 1Y
- 9.50%
- 3Y*
- 7.58%
- 5Y*
- 4.26%
- 10Y*
- 9.66%
MXLSX
- 1D
- 0.05%
- 1M
- -2.76%
- YTD
- 4.60%
- 6M
- 5.23%
- 1Y
- 23.77%
- 3Y*
- 10.87%
- 5Y*
- 6.33%
- 10Y*
- 8.58%
ARSMX vs. MXLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARSMX AMG River Road Small-Mid Cap Value Fund | -0.84% | -0.83% | 12.42% | 14.48% | -8.62% | 23.41% | 1.71% | 34.82% | -6.44% | 15.26% |
MXLSX Great-West Small Cap Value Fund | 4.60% | 4.08% | 8.20% | 17.81% | -10.07% | 31.12% | 2.84% | 24.67% | -16.64% | 8.44% |
Correlation
The correlation between ARSMX and MXLSX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.
ARSMX vs. MXLSX - Expense Ratio Comparison
ARSMX has a 1.27% expense ratio, which is higher than MXLSX's 1.09% expense ratio.
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Return for Risk
ARSMX vs. MXLSX — Risk / Return Rank
ARSMX
MXLSX
ARSMX vs. MXLSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG River Road Small-Mid Cap Value Fund (ARSMX) and Great-West Small Cap Value Fund (MXLSX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ARSMX | MXLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.01 | 0.68 | -0.69 |
Sortino ratioReturn per unit of downside risk | 0.12 | 1.10 | -0.99 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.15 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.15 | 1.08 | -0.93 |
Martin ratioReturn relative to average drawdown | 0.44 | 4.12 | -3.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ARSMX | MXLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.01 | 0.68 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.31 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.39 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.26 | +0.10 |
Drawdowns
ARSMX vs. MXLSX - Drawdown Comparison
The maximum ARSMX drawdown since its inception was -51.75%, smaller than the maximum MXLSX drawdown of -60.41%. Use the drawdown chart below to compare losses from any high point for ARSMX and MXLSX.
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Drawdown Indicators
| ARSMX | MXLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.75% | -60.41% | +8.66% |
Max Drawdown (1Y)Largest decline over 1 year | -10.37% | -9.84% | -0.53% |
Max Drawdown (5Y)Largest decline over 5 years | -19.34% | -26.04% | +6.70% |
Max Drawdown (10Y)Largest decline over 10 years | -42.96% | -43.52% | +0.56% |
Current DrawdownCurrent decline from peak | -8.27% | -6.38% | -1.89% |
Average DrawdownAverage peak-to-trough decline | -8.12% | -12.19% | +4.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.13% | 4.25% | -0.12% |
Volatility
ARSMX vs. MXLSX - Volatility Comparison
The current volatility for AMG River Road Small-Mid Cap Value Fund (ARSMX) is 4.05%, while Great-West Small Cap Value Fund (MXLSX) has a volatility of 5.65%. This indicates that ARSMX experiences smaller price fluctuations and is considered to be less risky than MXLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARSMX | MXLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.05% | 5.65% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 11.18% | 12.16% | -0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.48% | 23.41% | -4.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.86% | 20.91% | -3.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.59% | 22.28% | -2.69% |
Dividends
ARSMX vs. MXLSX - Dividend Comparison
ARSMX has not paid dividends to shareholders, while MXLSX's dividend yield for the trailing twelve months is around 0.46%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARSMX AMG River Road Small-Mid Cap Value Fund | 0.00% | 0.00% | 9.27% | 3.89% | 4.85% | 5.86% | 0.00% | 3.60% | 8.60% | 15.66% | 8.03% | 17.82% |
MXLSX Great-West Small Cap Value Fund | 0.46% | 0.48% | 1.07% | 2.24% | 2.93% | 6.23% | 0.23% | 0.47% | 2.92% | 5.29% | 0.00% | 0.00% |